-75.0%
NKE vs SO
+58.2%
-133.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -2.3% | 0.0% | -2.4% | -2.3% |
| 30D | -10.4% | -2.5% | -7.9% | -9.8% |
| 3M | -15.5% | -4.2% | -11.3% | -14.5% |
| 6M | -32.6% | -7.7% | -25.0% | -31.2% |
| YTD | -39.8% | +3.8% | -43.6% | -41.0% |
| 1Y | -47.6% | +0.1% | -47.6% | -48.1% |
| 3Y | -59.0% | +44.2% | -103.2% | -65.8% |
| All | -75.0% | +58.2% | -133.2% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling